ICERM Workshop: Approximation, Integration, and Optimization
The workshop is devoted to the following problem of fundamental importance throughout science and engineering: how to approximate, integrate, or optimize multivariate functions.
The breakthroughs demanded by high dimensional problems may be at hand. Good methods of approximation arise as solutions of optimization problems over certain function classes that are now well understood in small and modesty large dimensions.
In high dimensions, the appropriate models involve sparse representations, which give rise to issues in nonlinear approximation methods such as greedy approximation. High dimensional optimization problems become intractable to solve exactly, but substantial gains in efficiency can be made by allowing for a small probability of failure (probabilistic recovery guarantees), and by seeking approximate solutions (up to a pre-specified threshold) rather than exact solutions. The contemporary requirements of numerical analysis connect approximation, optimization, and probabilistic analysis.
The workshop will bring together leading experts in approximation, compressed sensing and optimization.